Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47914.78 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46519.83 Kr¶

PnL: ---------------------------------------> -368.74 Kr¶

DD now: ---------------------------------> -1.471 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 11:38:43.237061'

Anic Portfolio¶

Today¶

Return: 0.004 %¶

This Week¶

Return: 0.004 %¶

Total¶

Return: 56.861 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.470000 3255.200000 284.200000 9.570000 2971.000006
HEBA B 70 2.920000 2835.000000 199.000000 7.550000 2636.000010
Corem Property Group B 59 2.400000 628.350000 51.350000 8.900000 576.999999
AcadeMedia 12 1.440000 601.800000 44.800000 8.040000 557.000004
Boozt 12 0.360000 1692.000000 38.000000 2.300000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 3.230000 392.900000 37.900000 10.680000 355.000000
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
OEM International B 7 1.540000 554.400000 26.400000 5.000000 527.999997
HMS Networks 2 2.020000 698.600000 25.600000 3.800000 673.000000
Resurs Holding 22 -0.290000 599.280000 25.280000 4.400000 573.999998
SAAB B 8 -1.120000 3401.600000 24.600000 0.730000 3377.000000
Intrum 4 2.200000 547.800000 20.800000 3.950000 527.000000
Coor Service Management Hold. 8 2.840000 550.400000 18.400000 3.460000 532.000000
Fastighetsbolag. Emilshus Pref 21 2.040000 578.550000 16.550000 2.940000 562.000005
Norva24 Group 16 -0.340000 558.080000 15.080000 2.780000 543.000000
Eastnine 4 -0.790000 504.800000 13.800000 2.810000 491.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
FM Mattsson Mora Group B 50 -1.510000 2930.000000 3.000000 0.100000 2927.000000
CTEK 13 1.300000 536.900000 2.900000 0.540000 533.999999
Swedbank A 3 -0.210000 566.100000 2.100000 0.370000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.590000 247.200000 1.200000 0.490000 246.000000
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 1.090000 570.120000 0.120000 0.020000 570.000000
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity B 2 -1.490000 568.800000 -5.200000 -0.910000 574.000000
Essity A 4 -0.870000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.120000 3444.620000 -9.380000 -0.270000 3453.999992
Sampo Oyj SDB 7 -0.550000 3822.000000 -28.000000 -0.730000 3850.000000
International Petroleum Corp. 5 2.650000 562.500000 -32.070000 -5.390000 594.565215
Vivesto 1368 -2.850000 540.630000 -72.370000 -11.810000 612.999432
Axfood 13 0.280000 3671.200000 -84.800000 -2.260000 3756.000001
OX2 18 -0.190000 1446.300000 -217.700000 -13.080000 1663.999992
Fasadgruppen Group 35 0.300000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 0.000000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46519.830000 -368.740000 -1.47052% 46888.564618

Updated:¶

'2023-01-23 11:38:55.623613'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶